OMX Copenhagen Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.63%
decreased by 0.32%
1 Week
17.73%
decreased by 0.22%
1 Month
18.08%
increased by 0.13%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 25.04 | |
| 0.0853 | 32.40 | |
| 0.9082 | 334.77 | |
| 0.4720 | 21.34 | |
| 1.0728 | 31.67 |
Estimation Period:
Jan 1, 1996 to Jun 4, 2026
Jan 1, 1996 to Jun 4, 2026
Other APARCH Analyses on Equity Indices